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Fix inv_metric() #394

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merged 4 commits into from
Dec 12, 2020
Merged

Fix inv_metric() #394

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da68ea4
Do not rely on reading in only numbers in inv. metric. In case of wei…
rok-cesnovar Dec 11, 2020
50f28ff
rework reading in inv_metric
rok-cesnovar Dec 12, 2020
bd74210
Merge branch 'master' into fix_inv_metric_scientific_notation
rok-cesnovar Dec 12, 2020
99bb7ef
Update NEWS.md
jgabry Dec 12, 2020
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3 changes: 3 additions & 0 deletions NEWS.md
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,9 @@

### Bug fixes

* Fixed reading inverse mass matrix with values written in scientific format in
the CSV. (#394)

### New features

* Added `$sample_mpi()` for MCMC sampling with MPI. (#350)
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35 changes: 20 additions & 15 deletions R/read_csv.R
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Expand Up @@ -388,8 +388,11 @@ read_csv_metadata <- function(csv_file) {
inv_metric_next <- FALSE
inv_metric_diagonal_next <- FALSE
csv_file_info <- list()
inv_metric_rows <- 0
csv_file_info$inv_metric <- NULL
inv_metric_rows_to_read <- -1
inv_metric_rows <- -1
parsing_done <- FALSE
dense_inv_metric <- FALSE
if (os_is_windows()) {
grep_path <- repair_path(Sys.which("grep.exe"))
fread_cmd <- paste0(grep_path, " '^[#a-zA-Z]' --color=never ", csv_file)
Expand Down Expand Up @@ -422,26 +425,28 @@ read_csv_metadata <- function(csv_file) {
}
} else {
parse_key_val <- TRUE
if (grepl("# Diagonal elements of inverse mass matrix:", line, perl = TRUE)
|| grepl("# Elements of inverse mass matrix:", line, perl = TRUE)) {
if (grepl("# Diagonal elements of inverse mass matrix:", line, perl = TRUE)) {
inv_metric_next <- TRUE
parse_key_val <- FALSE
inv_metric_rows <- 1
inv_metric_rows_to_read <- 1
dense_inv_metric <- FALSE
} else if (grepl("# Elements of inverse mass matrix:", line, perl = TRUE)) {
inv_metric_next <- TRUE
parse_key_val <- FALSE
dense_inv_metric <- TRUE
} else if (inv_metric_next) {
inv_metric_split <- strsplit(gsub("# ", "", line), ",")
if ((length(inv_metric_split) == 0) ||
((length(inv_metric_split) == 1) && identical(inv_metric_split[[1]], character(0))) ||
grepl("[a-zA-z]", line, perl = TRUE) ||
inv_metric_split == "#") {
parsing_done <- TRUE
parse_key_val <- TRUE
break;
numeric_inv_metric_split <- rapply(inv_metric_split, as.numeric)
if (inv_metric_rows == -1 && dense_inv_metric) {
inv_metric_rows <- length(inv_metric_split[[1]])
inv_metric_rows_to_read <- inv_metric_rows
}
if (inv_metric_rows == 0) {
csv_file_info$inv_metric <- rapply(inv_metric_split, as.numeric)
} else {
csv_file_info$inv_metric <- c(csv_file_info$inv_metric, rapply(inv_metric_split, as.numeric))
csv_file_info$inv_metric <- c(csv_file_info$inv_metric, numeric_inv_metric_split)
inv_metric_rows_to_read <- inv_metric_rows_to_read - 1
if (inv_metric_rows_to_read == 0) {
inv_metric_next <- FALSE
}
inv_metric_rows <- inv_metric_rows + 1
parse_key_val <- FALSE
}
if (parse_key_val) {
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6 changes: 3 additions & 3 deletions tests/testthat/resources/csv/model1-1-warmup.csv
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Expand Up @@ -140,7 +140,7 @@ lp__,accept_stat__,stepsize__,treedepth__,n_leapfrog__,divergent__,energy__,mu,s
# Adaptation terminated
# Step size = 0.712907
# Diagonal elements of inverse mass matrix:
# 1.00098, 0.068748
# 1.00098, 0.068748e-2
-19.4938,0.953779,0.712907,2,3,0,19.4971,8.11498,7.4563
-19.6889,0.983261,0.712907,1,1,0,19.8364,7.96487,7.78375
-18.0516,0.982462,0.712907,2,3,0,20.5179,8.24821,5.4579
Expand Down Expand Up @@ -241,8 +241,8 @@ lp__,accept_stat__,stepsize__,treedepth__,n_leapfrog__,divergent__,energy__,mu,s
-13.3724,1,0.712907,1,1,0,13.6117,5.58052,2.40945
-13.3724,0.292728,0.712907,2,3,0,17.7528,5.58052,2.40945
-13.348,0.991998,0.712907,2,3,0,13.5989,4.34492,2.68262
#
#
# Elapsed Time: 0.038029 seconds (Warm-up)
# 0.030711 seconds (Sampling)
# 0.06874 seconds (Total)
#
#
4 changes: 2 additions & 2 deletions tests/testthat/test-csv.R
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Original file line number Diff line number Diff line change
Expand Up @@ -160,7 +160,7 @@ test_that("read_cmdstan_csv() returns correct diagonal of inverse mass matrix",
csv_files <- c(test_path("resources", "csv", "model1-1-warmup.csv"),test_path("resources", "csv", "model1-2-warmup.csv"))
csv_output <- read_cmdstan_csv(csv_files)
expect_equal(as.vector(csv_output$inv_metric[[as.character(1)]]),
c(1.00098, 0.068748))
c(1.00098, 0.00068748))
expect_equal(as.vector(csv_output$inv_metric[[as.character(2)]]),
c(0.909635, 0.066384))
})
Expand Down Expand Up @@ -296,7 +296,7 @@ test_that("read_cmdstan_csv() reads values up to adaptation", {

csv_out <- read_cmdstan_csv(csv_files)
expect_equal(csv_out$metadata$pi, 3.14)
expect_true(is.null(csv_out$metadata$pi_square))
expect_false(is.null(csv_out$metadata$pi_square))
})

test_that("remaining_columns_to_read() works", {
Expand Down